Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47952.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46557.45 Kr¶

PnL: ---------------------------------------> -331.12 Kr¶

DD now: ---------------------------------> -1.393 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:34:52.836018'

Anic Portfolio¶

Today¶

Return: 0.002 %¶

This Week¶

Return: 0.082 %¶

Total¶

Return: 56.984 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
SAAB B 8 1.360000 3453.600000 76.600000 2.270000 3377.000000
Boozt 12 0.420000 1704.000000 50.000000 3.020000 1653.999996
Corem Property Group B 59 0.000000 622.450000 45.450000 7.880000 576.999999
AcadeMedia 12 -0.890000 601.800000 44.800000 8.040000 557.000004
MedCap 2 0.880000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.180000 391.600000 36.600000 10.310000 355.000000
Resurs Holding 22 -0.140000 608.520000 34.520000 6.010000 573.999998
HMS Networks 2 -0.790000 705.200000 32.200000 4.780000 673.000000
Nordea Bank Abp 29 0.870000 3484.640000 30.640000 0.890000 3453.999992
Securitas B 6 -0.100000 588.000000 18.000000 3.160000 570.000000
Swedbank A 3 -0.050000 580.800000 16.800000 2.980000 564.000000
Intrum 4 -0.590000 542.200000 15.200000 2.880000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -0.130000 538.300000 10.300000 1.950000 527.999997
Coor Service Management Hold. 8 -0.070000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 -0.770000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -0.110000 560.000000 -14.000000 -2.440000 574.000000
CTEK 13 -0.230000 516.230000 -17.770000 -3.330000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.540000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 2.250000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -0.640000 3783.500000 -66.500000 -1.730000 3850.000000
Axfood 13 0.830000 3612.700000 -143.300000 -3.820000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -0.560000 1440.000000 -224.000000 -13.460000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46546.950000 -341.620000 -1.41471% 46888.564618

Updated:¶

'2023-01-25 09:34:22.145634'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶